Understanding Bid-Ask Spreads of Derivatives under Uncertain Volatility and Transaction Costs.

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Serval ID
serval:BIB_19777
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Understanding Bid-Ask Spreads of Derivatives under Uncertain Volatility and Transaction Costs.
Journal
International Journal of Theoretical and Applied Finance
Author(s)
Ané T
Publication state
Published
Issued date
2001
OAI-PMH
oai:serval.unil.ch:BIB_19777
Create date
19/11/2007 9:42
Last modification date
20/08/2019 12:50
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